最优化随堂小小小小作业,写一个求解一维搜索问题的黄金分割法的代码,考虑如下的最优一维搜索问题:
可用如下的黄金分割算法进行求解:
代码用python写的:
import math
from pandas.core.frame import DataFrame
def obj(x):
y=math.exp(-x)+x**2
return y
def golden_research(obj,a,b,e,alpha):
i=0;lamda=[0 for _ in range(100)];mu=[0 for _ in range(100)]
a_iteration=[0 for _ in range(100)];b_iteration=[0 for _ in range(100)]
a_iteration[0]=a;b_iteration[0]=b
while b_iteration[i]-a_iteration[i]>e:
lamda[i]=a_iteration[i]+(1-alpha)*(b_iteration[i]-a_iteration[i])
mu[i]=a_iteration[i]+alpha*(b_iteration[i]-a_iteration[i])
if obj(lamda[i])<=obj(mu[i]):
a_iteration[i+1]=a_iteration[i];b_iteration[i+1]=mu[i]
mu[i+1]=lamda[i];lamda[i+1]=a_iteration[i+1]+(b_iteration[i+1]-mu[i+1])
else:
a_iteration[i+1]=lamda[i];b_iteration[i+1]=b_iteration[i]
lamda[i+1]=mu[i];mu[i+1]=b_iteration[i+1]-(lamda[i+1]-a_iteration[i+1])
if lamda[i+1]<mu[i+1]:
i=i+1
else:
a_iteration[0]=a_iteration[i+1];b_iteration[0]=b_iteration[i+1]
i=0
solution=(a_iteration[i]+b_iteration[i])/2
return solution,lamda,mu,a_iteration,b_iteration
m,n,o,p,q=golden_research(obj,0,1,0.0001,(5**(1/2)-1)/2)
print(m,n,o,p,q)
(立个flag,忙完期末要更两篇有关数据分析和机器学习的文章!)